Anic Equity¶

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Total return since start: 0.568 %¶

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Equity now: -----------------------------> 47900.4 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46505.44 Kr¶

PnL: ---------------------------------------> -383.13 Kr¶

DD now: ---------------------------------> -1.5 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-24 09:17:38.984169'

Anic Portfolio¶

Today¶

Return: -0.174 %¶

This Week¶

Return: -0.026 %¶

Total¶

Return: 56.814 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Beijer Electronics Group 26 0.320000 3218.800000 247.800000 8.340000 2971.000006
HEBA B 70 -1.110000 2807.000000 171.000000 6.490000 2636.000010
Corem Property Group B 59 0.280000 634.840000 57.840000 10.020000 576.999999
AcadeMedia 12 0.400000 604.800000 47.800000 8.580000 557.000004
MedCap 2 -0.220000 464.000000 43.000000 10.210000 421.000000
Samhällsbyggnadsbo. i Norden B 20 -0.730000 394.100000 39.100000 11.010000 355.000000
HMS Networks 2 -1.000000 710.000000 37.000000 5.500000 673.000000
Resurs Holding 22 0.360000 605.880000 31.880000 5.550000 573.999998
Boozt 12 -0.360000 1682.400000 28.400000 1.720000 1653.999996
Intrum 4 0.330000 548.200000 21.200000 4.020000 527.000000
Eastnine 4 0.000000 508.800000 17.800000 3.630000 491.000000
Norva24 Group 16 -0.850000 560.000000 17.000000 3.130000 543.000000
OEM International B 7 -0.130000 543.900000 15.900000 3.010000 527.999997
Fastighetsbolag. Emilshus Pref 21 0.180000 577.500000 15.500000 2.760000 562.000005
Swedbank A 3 1.640000 577.800000 13.800000 2.450000 564.000000
Nordea Bank Abp 29 0.670000 3467.240000 13.240000 0.380000 3453.999992
SAAB B 8 -0.410000 3389.200000 12.200000 0.360000 3377.000000
Coor Service Management Hold. 8 -0.730000 542.800000 10.800000 2.030000 532.000000
Securitas B 6 -0.170000 579.000000 9.000000 1.580000 570.000000
FM Mattsson Mora Group B 50 -0.840000 2935.000000 8.000000 0.270000 2927.000000
CTEK 13 0.970000 541.840000 7.840000 1.470000 533.999999
Karnov Group 9 -0.170000 540.900000 4.900000 0.910000 536.000004
Handelsbanken A 5 0.780000 550.250000 4.250000 0.780000 546.000000
Samhällsbyggnadsbo. i Norden D 12 -0.580000 247.440000 1.440000 0.590000 246.000000
Creaspac SPAC 6 -0.210000 575.400000 -1.600000 -0.280000 577.000002
Midsona B 63 0.880000 574.560000 -8.440000 -1.450000 582.999984
Essity B 2 -0.710000 559.200000 -14.800000 -2.580000 574.000000
International Petroleum Corp. 5 -1.220000 568.000000 -26.570000 -4.470000 594.565215
Essity A 4 -1.060000 1120.000000 -29.000000 -2.520000 1149.000000
Sampo Oyj SDB 7 -0.820000 3811.500000 -38.500000 -1.000000 3850.000000
Vivesto 1368 3.270000 569.640000 -43.360000 -7.070000 612.999432
Axfood 13 0.180000 3667.300000 -88.700000 -2.360000 3756.000001
OX2 18 -0.750000 1429.200000 -234.800000 -14.110000 1663.999992
Fasadgruppen Group 35 -0.200000 3489.500000 -321.500000 -8.440000 3810.999990
Ovzon 52 0.000000 2912.000000 -450.000000 -13.380000 3361.999992
TOTAL 46507.990000 -380.580000 -1.49484% 46888.564618

Updated:¶

'2023-01-24 09:17:00.417537'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶